This article presents a unified theory for analysis of components in discrete data, and compares the methods with techniques such as independent component analysis (ICA), non-negative matrix factorisation (NMF) and latent Dirichlet allocation (LDA). The main families of algorithms discussed are mean field, Gibbs sampling, and Rao-Blackwellised Gibbs sampling. Applications are presented for voti...

We study the extraction of nonlinear data models in high dimensional spaces with modi ed self organizing maps We present a general algorithm which maps low dimensional lattices into high dimensional data manifolds without violation of topology The approach is based on a new principle exploiting the speci c dynamical properties of the rst order phase tran sition induced by the noise of the data ...

Principal component analysis (PCA) is a multivariate technique that analyzes a data table in which observations are described by several inter-correlated quantitative dependent variables. Its goal is to extract the important information from the table, to represent it as a set of new orthogonal variables called principal components, and to display the pattern of similarity of the observations a...

We propose an iterative estimation procedure for performing functional principal component analysis. The procedure aims at functional or longitudinal data where the repeated measurements from the same subject are correlated. An increasingly popular smoothing approach, penalized spline regression, is used to represent the mean function. This allows straightforward incorporation of covariates and...

This paper proposes a nonparametric approach for jointly modelling longitudinal and survival data using functional principal components. The proposed model is data-adaptive in the sense that it does not require pre-specified functional forms for longitudinal trajectories and it automatically detects characteristic patterns. The longitudinal trajectories observed with measurement error are repre...

Problem Statement Experimental data to be analyzed is often represented as a number of vectors of fixed dimensionality. A single vector could for example be a set of temperature measurements across Germany. Taking such a vector of measurements at different times results in a number of vectors that altogether constitute the data. Each vector can also be interpreted as a point in a high dimension...

Principal component analysis (PCA) is widely used in data processing and dimensionality reduction. However, PCA suffers from the fact that each principal component is a linear combination of all the original variables, thus it is often difficult to interpret the results. We introduce a new method called sparse principal component analysis (SPCA) using the lasso (elastic net) to produce modified...

Recently, many l1-norm based PCA methods have been developed for dimensionality reduction, but they do not explicitly consider the reconstruction error. Moreover, they do not take into account the relationship between reconstruction error and variance of projected data. This reduces the robustness of algorithms. To handle this problem, a novel formulation for PCA, namely angle PCA, is proposed....

When modeling multivariate data, one might have an extra parameter of contextual information that could be used to treat some observations as more similar to others. For example, images of faces can vary by age, and one would expect the face of a 40 year old to be more similar to the face of a 30 year old than to a baby face. We introduce a novel manifold approximation method, parameterized pri...

Principal components analysis (PCA) is a dimensionality reduction technique that can be used to give a compact representation of data while minimising information loss. Suppose we are given a set of data, represented as vectors in a high-dimensional space. It may be that many of the variables are correlated and that the data closely fits a lower dimensional linear manifold. In this case, PCA fi...